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Disutility of Stock Market Losses: Evidence From Domestic Violence.
Publication Type: Academic Journal
Source(s): Review of Financial Studies. Apr2023, Vol. 36 Issue 4, p1703-1736. 34p.
Abstract: Stock returns during the week are negatively associated with the reported incidence of domestic violence during the weekend. This relationship is primarily driven by negative returns. The incidence of domestic violence increases with the magnitude of l...
Persistent Crises and Levered Asset Prices.
Publication Type: Academic Journal
Source(s): Review of Financial Studies. Jun2023, Vol. 36 Issue 6, p2571-2616. 46p.
Abstract: This paper shows that standard disaster risk models are inconsistent with movements in stock market volatility and credit spreads during disasters. We resolve this shortcoming by incorporating persistent macroeconomic crises into a structural credit ri...
DETERMINATION OF DECISIONS IN MERGER, CONSOLIDATION AND ACQUISITION OF FIRMS LISTED ON THE INDONESIA STOCK EXCHANGE DURING THE COVID-19 PANDEMIC.
Publication Type: Academic Journal
Source(s): Journal of Social Research. Jul2023, Vol. 2 Issue 8, p2543-2556. 14p.
Abstract: This research was conducted to examine and analyze the effect of firm size, leverage, dividend payout, and board of directors on merger, consolidation, and acquisition decisions proxied by Return on Investment (ROI). This research was conducted on firm...
Equity Trading Activity and Treasury Bond Risk Premia.
Publication Type: Academic Journal
Source(s): Journal of Financial & Quantitative Analysis. Mar2023, Vol. 58 Issue 2, p677-710. 34p.
Abstract: We link equity and treasury bond markets via an informational channel. When macroeconomic state shifts are more probable, informed traders are more likely to have valid signals about fundamentals, so that uninformed traders are less willing to trade ag...
AN INTEGRATED FRAMEWORK FOR CLASSIFICATION AND SELECTION OF STOCKS FOR PORTFOLIO CONSTRUCTION: EVIDENCE FROM NSE, INDIA.
Publication Type: Academic Journal
Source(s): Decision Making: Applications in Management & Engineering (DMAME). Oct2023, Vol. 6 Issue 2, p774-803. 30p.
Abstract: Investment decision making is a complex process, influenced by a number of conflicting objectives. Investors want to maximize their wealth through investing in the stock market while offsetting the risk to the extent possible. To a common investor, ris...
PREDICTION OF STOCK PRICES USING CAPITAL ASSET PRICING MODEL IN NIGERIAN STOCK MARKET.
Publication Type: Academic Journal
Source(s): Journal of Developing Economies (JDE). Jun2023, Vol. 8 Issue 1, p80-93. 14p.
Abstract: The main intention of this study is to use the accounting data using CAPM to determine the stock prices/returns for the Nigerian capital market. In this study, the independent variable is the prediction of the stock prices and the dependent variable is...
TRANSMISSION MECHANISM OF MONETARY POLICY THROUGH ASSET PRICE AND EXCHANGE RATE CHANNEL IN INDONESIA.
Publication Type: Academic Journal
Source(s): Jurnal Ilmu Ekonomi Terapan. jun2023, Vol. 8 Issue 1, p41-54. 14p.
Abstract: Penelitian berkaitan dengan transmisi kebijakan moneter terhadap sasaran pertumbuhan ekonomi telah banyak dilakukan. Namun, penelitian tentang transmisi kebijakan moneter dengan memasukan imbal hasil obligasi sebagai salah satu jalur yang belum pernah ...
The "Perpetually" Efficient Stock Market Nonsense: The Gaslighting Effects.
Publication Type: Academic Journal
Source(s): Journal of Finance & Investment Analysis. 2023, Vol. 12 Issue 2, p1-10. 10p.
Abstract: One of the conventional and commonly accepted assumption in the financial world is the Efficient Market Hypothesis (Fama, 1970). However, the intellectual dominance of the efficient-market revolution has more been challenged by economists who stress ps...
Market Crashes and Time-Translation Invariance.
Publication Type: Academic Journal
Source(s): FinTech. Jun2023, Vol. 2 Issue 2, p221-247. 27p.
Abstract: The general framework for quantitative technical analysis of market prices is revisited and extended. The concept of a global time-translation invariance and its spontaneous violation and restoration is introduced and discussed. We find that different ...
Nonlinear Impact of Financial Leverage on Profits: Case of Listed Companies in Vietnam.
Publication Type: Academic Journal
Source(s): Economics & Business Quarterly Reviews. Jun2023, Vol. 6 Issue 2, p33-45. 13p.
Abstract: The aim of the article is to show the nonlinear impact of financial leverage on the profitability of companies listed on the Vietnamese stock market. Thereby, the author determines the threshold of each leverage with the goal of maximizing profit. The ...